The distribution of the supremum for spectrally asymmetric Lévy processes

The distribution of the supremum for spectrally asymmetric Lévy processes. Michna, Z., Palmowski, Z., & Pistorius, M. Electron. Commun. Probab., 20:no. 24, 10, 2015.

Paper doi bibtex

@article{MR3327863,
	Author = {Michna, Zbigniew and Palmowski, Zbigniew and Pistorius, Martijn},
	Date-Added = {2019-01-22 10:26:27 -0600},
	Date-Modified = {2019-01-22 10:26:27 -0600},
	Doi = {10.1214/ECP.v20-2999},
	Fjournal = {Electronic Communications in Probability},
	Issn = {1083-589X},
	Journal = {Electron. Commun. Probab.},
	Mrclass = {60G51 (60G70)},
	Mrnumber = {3327863},
	Mrreviewer = {Ren\'{e} L. Schilling},
	Pages = {no. 24, 10},
	Title = {The distribution of the supremum for spectrally asymmetric {L}\'{e}vy processes},
	Url = {https://doi.org/10.1214/ECP.v20-2999},
	Volume = {20},
	Year = {2015},
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	Bdsk-Url-1 = {https://doi.org/10.1214/ECP.v20-2999}}

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